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[--[65.84.65.76]--]
SRF
Srf Ltd

2235.2 37.30 (1.70%)

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Historical option data for SRF

14 Nov 2024 04:11 PM IST
SRF 28NOV2024 2300 CE
Delta: 0.31
Vega: 1.55
Theta: -1.44
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2235.20 19.45 4.15 22.76 952 -38 639
13 Nov 2197.90 15.3 -10.80 24.94 1,676 150 678
12 Nov 2253.05 26.1 -21.80 24.59 1,491 84 556
11 Nov 2294.20 47.9 -1.40 23.05 1,622 64 474
8 Nov 2305.95 49.3 -53.45 21.40 170 10 415
7 Nov 2378.45 102.75 14.20 20.54 368 -39 407
6 Nov 2343.05 88.55 25.50 23.21 2,425 -133 447
5 Nov 2299.15 63.05 18.00 22.91 1,135 19 580
4 Nov 2246.70 45.05 0.15 26.60 685 110 562
1 Nov 2252.30 44.9 1.40 23.85 30 -1 450
31 Oct 2243.15 43.5 -12.40 - 328 96 449
30 Oct 2261.95 55.9 4.50 - 345 68 352
29 Oct 2260.45 51.4 -3.60 - 190 32 284
28 Oct 2257.25 55 16.00 - 436 12 255
25 Oct 2206.90 39 -12.65 - 238 1 243
24 Oct 2257.30 51.65 -10.60 - 535 133 238
23 Oct 2248.20 62.25 9.95 - 521 0 107
22 Oct 2178.10 52.3 -32.65 - 323 62 109
21 Oct 2277.95 84.95 -23.05 - 43 5 46
18 Oct 2325.70 108 22.45 - 61 4 42
17 Oct 2262.95 85.55 -22.50 - 50 16 38
16 Oct 2306.10 108.05 -3.95 - 38 -4 21
15 Oct 2351.40 112 4.00 - 2 0 23
14 Oct 2342.85 108 -8.40 - 15 13 22
11 Oct 2348.75 116.4 2.65 - 5 0 8
10 Oct 2342.30 113.75 3.80 - 4 3 7
9 Oct 2334.60 109.95 -15.05 - 1 0 3
8 Oct 2328.40 125 25.00 - 1 0 3
7 Oct 2307.80 100 -134.85 - 3 2 2
4 Oct 2350.35 234.85 0.00 - 0 0 0
1 Oct 2481.35 234.85 - 0 0 0


For Srf Ltd - strike price 2300 expiring on 28NOV2024

Delta for 2300 CE is 0.31

Historical price for 2300 CE is as follows

On 14 Nov SRF was trading at 2235.20. The strike last trading price was 19.45, which was 4.15 higher than the previous day. The implied volatity was 22.76, the open interest changed by -38 which decreased total open position to 639


On 13 Nov SRF was trading at 2197.90. The strike last trading price was 15.3, which was -10.80 lower than the previous day. The implied volatity was 24.94, the open interest changed by 150 which increased total open position to 678


On 12 Nov SRF was trading at 2253.05. The strike last trading price was 26.1, which was -21.80 lower than the previous day. The implied volatity was 24.59, the open interest changed by 84 which increased total open position to 556


On 11 Nov SRF was trading at 2294.20. The strike last trading price was 47.9, which was -1.40 lower than the previous day. The implied volatity was 23.05, the open interest changed by 64 which increased total open position to 474


On 8 Nov SRF was trading at 2305.95. The strike last trading price was 49.3, which was -53.45 lower than the previous day. The implied volatity was 21.40, the open interest changed by 10 which increased total open position to 415


On 7 Nov SRF was trading at 2378.45. The strike last trading price was 102.75, which was 14.20 higher than the previous day. The implied volatity was 20.54, the open interest changed by -39 which decreased total open position to 407


On 6 Nov SRF was trading at 2343.05. The strike last trading price was 88.55, which was 25.50 higher than the previous day. The implied volatity was 23.21, the open interest changed by -133 which decreased total open position to 447


On 5 Nov SRF was trading at 2299.15. The strike last trading price was 63.05, which was 18.00 higher than the previous day. The implied volatity was 22.91, the open interest changed by 19 which increased total open position to 580


On 4 Nov SRF was trading at 2246.70. The strike last trading price was 45.05, which was 0.15 higher than the previous day. The implied volatity was 26.60, the open interest changed by 110 which increased total open position to 562


On 1 Nov SRF was trading at 2252.30. The strike last trading price was 44.9, which was 1.40 higher than the previous day. The implied volatity was 23.85, the open interest changed by -1 which decreased total open position to 450


On 31 Oct SRF was trading at 2243.15. The strike last trading price was 43.5, which was -12.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct SRF was trading at 2261.95. The strike last trading price was 55.9, which was 4.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct SRF was trading at 2260.45. The strike last trading price was 51.4, which was -3.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct SRF was trading at 2257.25. The strike last trading price was 55, which was 16.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct SRF was trading at 2206.90. The strike last trading price was 39, which was -12.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct SRF was trading at 2257.30. The strike last trading price was 51.65, which was -10.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct SRF was trading at 2248.20. The strike last trading price was 62.25, which was 9.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct SRF was trading at 2178.10. The strike last trading price was 52.3, which was -32.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct SRF was trading at 2277.95. The strike last trading price was 84.95, which was -23.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct SRF was trading at 2325.70. The strike last trading price was 108, which was 22.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct SRF was trading at 2262.95. The strike last trading price was 85.55, which was -22.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct SRF was trading at 2306.10. The strike last trading price was 108.05, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct SRF was trading at 2351.40. The strike last trading price was 112, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct SRF was trading at 2342.85. The strike last trading price was 108, which was -8.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct SRF was trading at 2348.75. The strike last trading price was 116.4, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct SRF was trading at 2342.30. The strike last trading price was 113.75, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct SRF was trading at 2334.60. The strike last trading price was 109.95, which was -15.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct SRF was trading at 2328.40. The strike last trading price was 125, which was 25.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct SRF was trading at 2307.80. The strike last trading price was 100, which was -134.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct SRF was trading at 2350.35. The strike last trading price was 234.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct SRF was trading at 2481.35. The strike last trading price was 234.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SRF 28NOV2024 2300 PE
Delta: -0.67
Vega: 1.59
Theta: -1.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2235.20 75.95 -34.90 25.51 87 -29 297
13 Nov 2197.90 110.85 31.10 33.02 155 -51 327
12 Nov 2253.05 79.75 29.80 27.29 787 -13 379
11 Nov 2294.20 49.95 -4.65 26.51 948 50 500
8 Nov 2305.95 54.6 30.95 27.10 1,290 93 464
7 Nov 2378.45 23.65 -4.45 25.67 893 30 374
6 Nov 2343.05 28.1 -25.40 23.39 774 -34 350
5 Nov 2299.15 53.5 -30.45 27.34 177 -26 387
4 Nov 2246.70 83.95 -0.30 27.58 121 71 413
1 Nov 2252.30 84.25 4.85 27.88 11 1 332
31 Oct 2243.15 79.4 3.95 - 176 120 331
30 Oct 2261.95 75.45 1.90 - 74 33 208
29 Oct 2260.45 73.55 -6.45 - 103 45 173
28 Oct 2257.25 80 -28.00 - 72 32 129
25 Oct 2206.90 108 28.05 - 41 -3 97
24 Oct 2257.30 79.95 -20.05 - 85 -1 99
23 Oct 2248.20 100 -43.15 - 230 26 101
22 Oct 2178.10 143.15 55.15 - 57 12 74
21 Oct 2277.95 88 23.00 - 21 3 61
18 Oct 2325.70 65 -20.00 - 29 1 58
17 Oct 2262.95 85 5.05 - 47 6 57
16 Oct 2306.10 79.95 27.95 - 42 15 50
15 Oct 2351.40 52 0.00 - 5 2 35
14 Oct 2342.85 52 2.50 - 22 8 33
11 Oct 2348.75 49.5 -5.80 - 10 6 25
10 Oct 2342.30 55.3 -5.95 - 7 3 20
9 Oct 2334.60 61.25 -9.15 - 6 0 17
8 Oct 2328.40 70.4 -11.10 - 15 3 18
7 Oct 2307.80 81.5 20.05 - 15 -2 17
4 Oct 2350.35 61.45 32.35 - 5 1 18
1 Oct 2481.35 29.1 - 20 17 17


For Srf Ltd - strike price 2300 expiring on 28NOV2024

Delta for 2300 PE is -0.67

Historical price for 2300 PE is as follows

On 14 Nov SRF was trading at 2235.20. The strike last trading price was 75.95, which was -34.90 lower than the previous day. The implied volatity was 25.51, the open interest changed by -29 which decreased total open position to 297


On 13 Nov SRF was trading at 2197.90. The strike last trading price was 110.85, which was 31.10 higher than the previous day. The implied volatity was 33.02, the open interest changed by -51 which decreased total open position to 327


On 12 Nov SRF was trading at 2253.05. The strike last trading price was 79.75, which was 29.80 higher than the previous day. The implied volatity was 27.29, the open interest changed by -13 which decreased total open position to 379


On 11 Nov SRF was trading at 2294.20. The strike last trading price was 49.95, which was -4.65 lower than the previous day. The implied volatity was 26.51, the open interest changed by 50 which increased total open position to 500


On 8 Nov SRF was trading at 2305.95. The strike last trading price was 54.6, which was 30.95 higher than the previous day. The implied volatity was 27.10, the open interest changed by 93 which increased total open position to 464


On 7 Nov SRF was trading at 2378.45. The strike last trading price was 23.65, which was -4.45 lower than the previous day. The implied volatity was 25.67, the open interest changed by 30 which increased total open position to 374


On 6 Nov SRF was trading at 2343.05. The strike last trading price was 28.1, which was -25.40 lower than the previous day. The implied volatity was 23.39, the open interest changed by -34 which decreased total open position to 350


On 5 Nov SRF was trading at 2299.15. The strike last trading price was 53.5, which was -30.45 lower than the previous day. The implied volatity was 27.34, the open interest changed by -26 which decreased total open position to 387


On 4 Nov SRF was trading at 2246.70. The strike last trading price was 83.95, which was -0.30 lower than the previous day. The implied volatity was 27.58, the open interest changed by 71 which increased total open position to 413


On 1 Nov SRF was trading at 2252.30. The strike last trading price was 84.25, which was 4.85 higher than the previous day. The implied volatity was 27.88, the open interest changed by 1 which increased total open position to 332


On 31 Oct SRF was trading at 2243.15. The strike last trading price was 79.4, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct SRF was trading at 2261.95. The strike last trading price was 75.45, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct SRF was trading at 2260.45. The strike last trading price was 73.55, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct SRF was trading at 2257.25. The strike last trading price was 80, which was -28.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct SRF was trading at 2206.90. The strike last trading price was 108, which was 28.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct SRF was trading at 2257.30. The strike last trading price was 79.95, which was -20.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct SRF was trading at 2248.20. The strike last trading price was 100, which was -43.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct SRF was trading at 2178.10. The strike last trading price was 143.15, which was 55.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct SRF was trading at 2277.95. The strike last trading price was 88, which was 23.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct SRF was trading at 2325.70. The strike last trading price was 65, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct SRF was trading at 2262.95. The strike last trading price was 85, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct SRF was trading at 2306.10. The strike last trading price was 79.95, which was 27.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct SRF was trading at 2351.40. The strike last trading price was 52, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct SRF was trading at 2342.85. The strike last trading price was 52, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct SRF was trading at 2348.75. The strike last trading price was 49.5, which was -5.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct SRF was trading at 2342.30. The strike last trading price was 55.3, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct SRF was trading at 2334.60. The strike last trading price was 61.25, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct SRF was trading at 2328.40. The strike last trading price was 70.4, which was -11.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct SRF was trading at 2307.80. The strike last trading price was 81.5, which was 20.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct SRF was trading at 2350.35. The strike last trading price was 61.45, which was 32.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct SRF was trading at 2481.35. The strike last trading price was 29.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to